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FormulaFolios Tactical Growth ETF (FFTG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerAl Marketing LLC
Inception DateOct 31, 2017
RegionDeveloped Markets (Broad)
CategoryDiversified Portfolio, Actively Managed
Index TrackedNo Index (Active)
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The FormulaFolios Tactical Growth ETF has a high expense ratio of 1.05%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.05%

Share Price Chart


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Compare to other instruments

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FormulaFolios Tactical Growth ETF

Popular comparisons: FFTG vs. VUG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FormulaFolios Tactical Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


FFTG (FormulaFolios Tactical Growth ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.06%
1 monthN/A-3.23%
6 monthsN/A17.14%
1 yearN/A20.62%
5 years (annualized)N/A11.54%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FormulaFolios Tactical Growth ETF (FFTG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FFTG
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.04

Sharpe Ratio


Rolling 12-month Sharpe Ratio
FFTG (FormulaFolios Tactical Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

FormulaFolios Tactical Growth ETF granted a 1.46% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM202220212020201920182017
Dividend$0.36$0.19$0.26$0.30$0.31$0.38$0.21

Dividend yield

1.46%0.78%0.83%1.05%1.14%1.73%0.81%

Monthly Dividends

The table displays the monthly dividend distributions for FormulaFolios Tactical Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.01
2021$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.15
2020$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.22
2019$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.05$0.17
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.08$0.20
2017$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FFTG (FormulaFolios Tactical Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FormulaFolios Tactical Growth ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FormulaFolios Tactical Growth ETF was 30.51%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.51%Feb 24, 202021Mar 23, 2020188Dec 17, 2020209
-24.16%Dec 31, 2021186Sep 27, 2022
-19.07%Jan 29, 2018229Dec 24, 2018141Jul 18, 2019370
-7.54%Jun 11, 202180Oct 4, 202160Dec 29, 2021140
-5.73%Feb 16, 202113Mar 4, 202124Apr 8, 202137

Volatility

Volatility Chart

The current FormulaFolios Tactical Growth ETF volatility is 0.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


FFTG (FormulaFolios Tactical Growth ETF)
Benchmark (^GSPC)